Exact multivariate workload asymptotics

A. Es-Saghouani; M.R.H. Mandjes

doi:10.1007/s00186-013-0450-9

Exact multivariate workload asymptotics

A. Es-Saghouani
, M.R.H. Mandjes

Eurandom

Research output: Contribution to journal › Article › Academic › peer-review

1 Citation (Scopus)

Abstract

This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample means of multivariate random variables. Keywords: Queueing theory; Tail asymptotics; Large deviations

Original language	English
Pages (from-to)	405-415
Journal	Mathematical Methods of Operations Research
Volume	78
Issue number	3
DOIs	https://doi.org/10.1007/s00186-013-0450-9
Publication status	Published - 2013

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title = "Exact multivariate workload asymptotics",

abstract = "This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample means of multivariate random variables. Keywords: Queueing theory; Tail asymptotics; Large deviations",

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AB - This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample means of multivariate random variables. Keywords: Queueing theory; Tail asymptotics; Large deviations

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DO - 10.1007/s00186-013-0450-9

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EP - 415

JO - Mathematical Methods of Operations Research

JF - Mathematical Methods of Operations Research

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Exact multivariate workload asymptotics

Abstract

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